Toast the almonds in a small skillet over medium heat, shaking pan to ensure even cooking, until golden brown and fragrant, about 2 minutes. Transfer to a small bowl, and set aside.
Combine the cheese and yogurt in a small bowl. Spoon a small amount of the cheese mixture onto each leaf. Arrange on a plate, and top with a wedge of orange. Sprinkle with almonds and parsley. Serve immediately.